STABLE LQG CONTROLLERS

被引：32
作者：
HALEVI, Y
机构：
[1] Department of Mechanical Engineering, Ohio State University, Columbus
来源：
IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 1994年 / 39卷 / 10期
关键词：
D O I：
10.1109/9.328801
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
The optimal LQG controller is known to stabilize the closed loop if certain mild conditions are satisfied. The controller itself, however, may be unstable. The paper presents a method of selecting the weighting and covariance matrices such that the optimal controller is internally asymptotically stable. The method is very easy to apply and for stable open-loop system involves the solution of a single Lyapunov equation.
引用
收藏
页码：2104 / 2106
页数：3
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